| Metric | cnn | naive | xgboost | lstm |
|---|---|---|---|---|
| diff_of_means | -0.43114605 | -0.50897052 | -0.52835353 | -0.62145213 |
| ratio_of_sd | 0.96447515 | 0.99712344 | 0.94682345 | 0.92630970 |
| amplitude_ratio_of_means | 0.75009476 | 0.95611705 | 0.81843097 | 0.71862548 |
| maximum_error | 0.44050517 | 0.12629337 | 0.25639075 | 0.26871576 |
| ks_mean_on_coarse_res_with_extremes | 0.28731817 | 0.13731794 | 0.16545012 | 0.28061410 |
| qqplot_mae | 1.25548184 | 1.48210391 | 1.54108011 | 1.80995124 |
| acf_mae | 0.12760562 | 0.03449847 | 0.08018873 | 0.11179987 |
| extremogram_mae | 0.07796352 | 0.04122180 | 0.01859019 | 0.04018343 |
Important: Right now we are only estimating the upper tail
extremogram. Currently we didn’t find a way to estimate the two tales at
the same time. We are using quant = .97
| Metric | cnn | naive | xgboost | lstm |
|---|---|---|---|---|
| diff_of_means | -0.49785386 | -0.56695382 | -0.59448411 | -0.67654563 |
| ratio_of_sd | 0.92890609 | 0.96745117 | 0.91742832 | 0.89484688 |
| amplitude_ratio_of_means | 0.74115484 | 0.95858008 | 0.80891298 | 0.70808837 |
| maximum_error | 0.42483262 | 0.12690201 | 0.24726111 | 0.27267194 |
| ks_mean_on_coarse_res_with_extremes | 0.20937575 | 0.04106780 | 0.11827835 | 0.22419281 |
| qqplot_mae | 1.44973334 | 1.65100692 | 1.73517901 | 1.97043684 |
| acf_mae | 0.11897410 | 0.01946636 | 0.07168813 | 0.10456985 |
| extremogram_mae | 0.04247802 | 0.01723197 | 0.01651882 | 0.02062106 |
Important: Right now we are only estimating the upper tail
extremogram. Currently we didn’t find a way to estimate the two tales at
the same time. We are using quant = .97
| Metric | cnn | naive | xgboost | lstm |
|---|---|---|---|---|
| diff_of_means | -0.37024334 | -0.44434059 | -0.47226594 | -0.55906243 |
| ratio_of_sd | 0.95816213 | 0.99450026 | 0.94658631 | 0.92258582 |
| amplitude_ratio_of_means | 0.74370471 | 0.95753528 | 0.81107982 | 0.70998728 |
| maximum_error | 0.41479002 | 0.11138162 | 0.24923920 | 0.26049909 |
| ks_mean_on_coarse_res_with_extremes | 0.16801422 | 0.05333888 | 0.08945995 | 0.19010543 |
| qqplot_mae | 1.08106140 | 1.29401012 | 1.37888810 | 1.62816353 |
| acf_mae | 0.12608279 | 0.03148737 | 0.08155781 | 0.11263216 |
| extremogram_mae | 0.06043956 | 0.01637785 | 0.01150852 | 0.03120597 |
Important: Right now we are only estimating the upper tail
extremogram. Currently we didn’t find a way to estimate the two tales at
the same time. We are using quant = .97
| Metric | cnn | naive | xgboost | lstm |
|---|---|---|---|---|
| diff_of_means | -0.18594659 | -0.26608514 | -0.28391646 | -0.39153836 |
| ratio_of_sd | 0.97353706 | 1.01927751 | 0.96466021 | 0.93326247 |
| amplitude_ratio_of_means | 0.66834186 | 0.94649038 | 0.71845072 | 0.61890776 |
| maximum_error | 0.45374315 | 0.16342057 | 0.25928180 | 0.33566646 |
| ks_mean_on_coarse_res_with_extremes | 0.36961209 | 0.17591054 | 0.28469805 | 0.37337823 |
| qqplot_mae | 0.56181918 | 0.77498092 | 0.83819323 | 1.14102971 |
| acf_mae | 0.17395110 | 0.06544485 | 0.13874294 | 0.16728225 |
| extremogram_mae | 0.07123485 | 0.02094780 | 0.03153177 | 0.05223302 |
Important: Right now we are only estimating the upper tail
extremogram. Currently we didn’t find a way to estimate the two tales at
the same time. We are using quant = .97
| Metric | cnn | naive | xgboost | lstm |
|---|---|---|---|---|
| diff_of_means | -0.1519222 | -0.31860994 | -0.33721300 | -0.41235407 |
| ratio_of_sd | 1.1406023 | 1.15316880 | 1.09382564 | 1.08973680 |
| amplitude_ratio_of_means | 0.8312279 | 0.96231936 | 0.92209879 | 0.81683602 |
| maximum_error | 0.4406573 | 0.11168594 | 0.21622033 | 0.29945222 |
| ks_mean_on_coarse_res_with_extremes | 0.4211201 | 0.30350545 | 0.29393096 | 0.34896151 |
| qqplot_mae | 0.7679863 | 1.03054598 | 0.98323573 | 1.20322042 |
| acf_mae | 0.1440510 | 0.08648742 | 0.09738817 | 0.12201995 |
| extremogram_mae | 0.1077856 | 0.10028353 | 0.02042829 | 0.01948612 |
Important: Right now we are only estimating the upper tail
extremogram. Currently we didn’t find a way to estimate the two tales at
the same time. We are using quant = .97
| Metric | cnn | naive | xgboost | lstm |
|---|---|---|---|---|
| diff_of_means | 0.02865511 | -0.13352624 | -0.16982247 | -0.2412985 |
| ratio_of_sd | 1.08565652 | 1.10916286 | 1.06098850 | 1.0421493 |
| amplitude_ratio_of_means | 0.78868199 | 0.96062706 | 0.88377656 | 0.7693775 |
| maximum_error | 0.42833232 | 0.11381619 | 0.22443701 | 0.3247109 |
| ks_mean_on_coarse_res_with_extremes | 0.43348855 | 0.28712542 | 0.29854015 | 0.4011744 |
| qqplot_mae | 0.54584237 | 0.63072007 | 0.54080968 | 0.7027897 |
| acf_mae | 0.13915963 | 0.06837177 | 0.09634937 | 0.1216007 |
| extremogram_mae | 0.07236254 | 0.03440287 | 0.02490896 | 0.0366080 |
Important: Right now we are only estimating the upper tail
extremogram. Currently we didn’t find a way to estimate the two tales at
the same time. We are using quant = .97
| Metric | cnn | naive | xgboost | lstm |
|---|---|---|---|---|
| diff_of_means | 0.0001641684 | -0.16522001 | -0.19762189 | -0.26648882 |
| ratio_of_sd | 1.1407329854 | 1.15467227 | 1.09948301 | 1.09051333 |
| amplitude_ratio_of_means | 0.8150632481 | 0.96281750 | 0.90066287 | 0.79894617 |
| maximum_error | 0.4398965307 | 0.10803408 | 0.21500304 | 0.31634206 |
| ks_mean_on_coarse_res_with_extremes | 0.4125174418 | 0.27568183 | 0.29700414 | 0.37340138 |
| qqplot_mae | 0.7645335181 | 0.87825165 | 0.72370386 | 0.77847639 |
| acf_mae | 0.1461875657 | 0.08540537 | 0.10554491 | 0.12690401 |
| extremogram_mae | 0.0763771485 | 0.05334249 | 0.01989997 | 0.02154656 |
Important: Right now we are only estimating the upper tail
extremogram. Currently we didn’t find a way to estimate the two tales at
the same time. We are using quant = .97